Estimation of the parameters of the gravitational-wage signal of a coalescing binary system

The statistical theory of signal detection and the estimation of its parameters are reviewed and applied to the case of detection of the gravitational-wave signal from a coalescing binary by a laser interferometer. The correlation integral and the covariance matrix for all possible static configurations are investigated numerically. Approximate analytic formulas are derived for the case of narrow band sensitivity configuration of the detector.

Spatial estimation of foliar phosphorus in different species of the genus Coffea based on soil properties

Information underlying analyses of coffee fertilization systems should consider both the soil and the nutritional status of plants. This study investigated the spatial relationship between phosphorus (P) levels in coffee plant tissues and soil chemical and physical properties. The study was performed using two arabica and one canephora coffee variety. Sampling grids were established in the areas, and the points georeferenced. The assessed properties of the soil were levels of available phosphorus (P-Mehlich), remaining phosphorus (P-rem) and particle size, and of the plant tissue, phosphorus levels (foliar P). The data were subjected to descriptive statistical analysis, correlation analysis, cluster analysis, and probability tests. Geostatistical and trend analyses were only performed for pairs of variables with significant linear correlation. The spatial variability for foliar P content was high for the variety Catuai and medium for the other evaluated plants. Unlike P-Mehlich, the variability in P-rem of the soil indicated the nutritional status of this nutrient in the plant.

Revisiting Field Capacity (FC): variation of definition of FC and its estimation from pedotransfer functions

Taking into account the nature of the hydrological processes involved in in situ measurement of Field Capacity (FC), this study proposes a variation of the definition of FC aiming not only at minimizing the inadequacies of its determination, but also at maintaining its original, practical meaning. Analysis of FC data for 22 Brazilian soils and additional FC data from the literature, all measured according to the proposed definition, which is based on a 48-h drainage time after infiltration by shallow ponding, indicates a weak dependency on the amount of infiltrated water, antecedent moisture level, soil morphology, and the level of the groundwater table, but a strong dependency on basic soil properties. The dependence on basic soil properties allowed determination of FC of the 22 soil profiles by pedotransfer functions (PTFs) using the input variables usually adopted in prediction of soil water retention. Among the input variables, soil moisture content θ (6 kPa) had the greatest impact. Indeed, a linear PTF based only on it resulted in an FC with a root mean squared residue less than 0.04 m³ m-3 for most soils individually. Such a PTF proved to be a better FC predictor than the traditional method of using moisture content at an arbitrary suction. Our FC data were compatible with an equivalent and broader USA database found in the literature, mainly for medium-texture soil samples. One reason for differences between FCs of the two data sets of fine-textured soils is due to their different drainage times. Thus, a standardized procedure for in situ determination of FC is recommended.

Estimation of field capacity from ring infiltrometer-drainage data

Field capacity (FC) is a parameter widely used in applied soil science. However, its in situ method of determination may be difficult to apply, generally because of the need of large supplies of water at the test sites. Ottoni Filho et al. (2014) proposed a standardized procedure for field determination of FC and showed that such in situ FC can be estimated by a linear pedotransfer function (PTF) based on volumetric soil water content at the matric potential of -6 kPa [θ(6)] for the same soils used in the present study. The objective of this study was to use soil moisture data below a double ring infiltrometer measured 48 h after the end of the infiltration test in order to develop PTFs for standard in situ FC. We found that such ring FC data were an average of 0.03 m³ m- 3 greater than standard FC values. The linear PTF that was developed for the ring FC data based only on θ(6) was nearly as accurate as the equivalent PTF reported by Ottoni Filho et al. (2014), which was developed for the standard FC data. The root mean squared residues of FC determined from both PTFs were about 0.02 m³ m- 3. The proposed method has the advantage of estimating the soil in situ FC using the water applied in the infiltration test.

Federal Highway Administration Finding of No Significant Impact for the Council Bluffs Interstate System Improvements Project, August 23, 2012

FHWA and the Iowa Department of Transportation are proposing geometric and capacity improvements to the Interstate 29 and Interstate 80 mainline in Segment 3 and the I-80/I-29 East System interchange, the South Expressway interchange, the U.S. Highway 275 interchange, and the Madison Avenue interchange to to safely and efficiently of transportation in the City of Council Bluffs, the Iowa DOT is also proposing to eliminate several railroad alignments and to develop new, consolidated tracks in Segment 3.

Council Bluffs Interstate System Improvements Project Pottawatomie County, Iowa and Douglas County, Nebraska Project Number: IM-029-3(62)54-13-78, November 2004

The Iowa Department of Transportation (Iowa DOT), Nebraska Department of Roads (NDOR), and the Federal Highway Administration (FHWA) are proposing to improve the interstate system around Council Bluffs with improvements extending across the Missouri River on I-80 to east of the I-480 interchange in Omaha, Nebraska, see Figure 1-1. The study considers long-term, broad-based transportation improvements along I-80, I-29, and I-480, including approximately 18 mainline miles of interstate and 14 interchanges (3 system1, 11 service), that would add capacity and correct functional issues along the mainline and interchanges and upgrade the I-80 Missouri River Crossing. These improvements, once implemented, would bring the segments of I-80 and I-29 up to current engineering standards and modernize the roadway to accommodate future traffic needs. In 2001, Iowa DOT and FHWA initiated the Council Bluffs Interstate System (CBIS) Improvements Project. The agencies concluded that the environmental study process would be conducted in two stages; that is, a tiered approach would be applied. The project is being conducted pursuant to the National Environmental Policy Act (NEPA) regulations issued by the Council on Environmental Quality (CEQ), 40 Code of Federal Regulations (CFR) Part 1502.20, and FHWA 23 CFR Part 771.111, that permit tiering for large, complex NEPA studies. Tier 1 is an examination of the overall interstate system improvement needs, including a clear explanation of the area’s transportation needs, a study of alternatives to satisfy them, and broad consideration of potential environmental and social impacts. The Tier 1 evaluation is at a sufficient level of engineering and environmental detail to assist decision makers in selecting a preferred transportation strategy. Tier 1 includes preparation of a draft and final Environmental Impact Statement (EIS) that would disclose the potential environmental and social effects (evaluated at a planning level that considers a variety of conceptual designs) of the proposed improvements. The final EIS will conclude with a Record of Decision (ROD) that states the preferred plan for improvements to be implemented. Essentially, the Tier 1 document will establish the planning framework for the needed improvements. Because the scope of the overall system improvements is large, the interstate improvements would be implemented as a series of individual projects that fit into the overall planning framework. The Tier 1 Area of Potential Impact, which is discussed in detail in Section 4 is an alternative that considers a combination of the most reasonable concepts that have been developed, buffered by approximately 100 or more feet to ensure that any Tier 2 design modifications would remain inside the outer boundary.

Record of Decision Council Bluffs Interstate System (I-29, I-80 and I-480) Improvements Project TIER 1 Environmental Impact Statement Council Bluffs, Iowa to Omaha, Nebraska FHWA-IA- EIS-04-01F Project Number: IM-029-3(62)54—13-78 Submitted Pursuant to 42 USC 4332(2)(c) and 49 USC 303, October 2008

The Federal Highway Administration (FHWA) approves the selection of the Reconstruction of All or Part of the Interstate (Construction Alternative) as the Preferred Alternative to provide improvements to the interstate system in the Omaha/Council Bluffs metropolitan area, extending across the Missouri River on Interstate 80 to east of the Interstate 480 interchange in Omaha, Nebraska. The study considered long-term, broad-based transportation improvements along Interstate I-29 (I-29), I-80, and I-480, including approximately 18 mainline miles of interstate and 14 interchanges (3 system, 11 service), that would add capacity and correct functional issues along the mainline and interchanges and upgrade the I-80 Missouri River Crossing. FHWA also approves the decisions to provide full access between West Broadway and I-29, design the I-80/I-29 overlap section as a dual-divided freeway, and locating the new I-80 Missouri River Bridge north of the existing bridge. Improvements to the interstate system, once implemented, would bring the segments of I-80 and I-29 (see Figure 1) up to current engineering standards and accommodate future traffic needs. This Record of Decision (ROD) concludes Tier 1 of the Council Bluffs Interstate System (CBIS) Improvements Project. Tier 1 included an examination of the area’s transportation needs, a study of alternatives to satisfy them, and broad consideration of potential environmental and social impacts. The Tier 1 evaluation consisted of a sufficient level of engineering and environmental detail to assist decision makers in selecting a preferred transportation strategy. During Tier 1 a Draft EIS (FHWA-IA- EIS-04-01D) was developed which was approved by FHWA, Iowa DOT, and Nebraska Department of Roads (NDOR) in November 2004 with comments accepted through March 15, 2005. The Draft EIS summarized the alternatives that were considered to address the transportation needs around Council Bluffs; identified reconstruction of all or part of the interstate, the “Construction Alternative,” as the Preferred Alternative; identified three system-level decisions that needed to be made at the Tier 1 level; and invited comment on the issues. The Final EIS (FHWA-IA- EIS-04-01F) further documented the Construction Alternative as the Preferred Alternative and identified the recommended decisions for the three system level decisions that needed to be made in Tier 1. This ROD defines the Selected Alternative determined in the Tier 1 studies.

Council Bluffs Interstate System Improvement Project Tier 2, Segment 3 Pottawatomie County, Iowa Environmental Assessment, March 2011

This Tier 2 Environmental Assessment (EA) presents the results of studies and analyses conducted to determine the potential impacts of proposed improvements in Segment 3 of the Council Bluffs Interstate System (CBIS) in the Council Bluffs metropolitan area. This document is tiered to the Tier 1 Draft and Final Environmental Impact Statements (EIS) that evaluated impacts of the overall CBIS Improvements Project, which includes five segments of independent utility1 This EA on Segment 3 of the Project is divided into the following sections: and encompasses 18 mainline miles of Interstate and 14 interchanges along Interstate 80 (I-80), Interstate 29 (I-29), and Interstate 480 (I-480). More information about the tiering process is found below under Project Background. • Section 1 provides background information on the Project and discusses the relationship between the earlier Tier 1 EIS and this Tier 2 EA. It also discusses the proposed action and the area studied, the purpose of the Project, and the need for the Project based on transportation problems that currently exist or are expected in the future. • Section 2, Alternatives, identifies the range of alternatives considered for Segment 3 to address the transportation problems identified in Section 1. It also identifies the alternatives retained for further study in this EA and the preferred Segment 3 alternative. • Section 3, Affected Environment and Environmental Consequences, describes the general environment for each resource affected by the proposed improvements. It also describes the potential environmental impacts of the Segment 3 Project and methods to avoid, minimize, and mitigate impacts. • Section 4, Disposition, lists the agencies and organizations that will receive copies of this EA and the locations at which this EA will be available for public review. • Section 5, Comments and Coordination, summarizes the agency coordination and public involvement efforts in conjunction with the Segment 3 Project. • Section 6, Conclusion and Recommendation, summarizes resource impacts. • Section 7, References, lists the sources cited in this EA. For Segment 3, the Federal Highway Administration (FHWA) and Iowa Department of Transportation (Iowa DOT) determined that an EA is the appropriate level of Tier 2 study to comply with the National Environmental Policy Act (NEPA) requirements. The primary purpose of an EA is to clearly establish the significance of a project’s environmental impacts. That analysis is included in this document.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Design, data management, and population baseline characteristics of the PERFORM magnetic resonance imaging project.

Quantitative information from magnetic resonance imaging (MRI) may substantiate clinical findings and provide additional insight into the mechanism of clinical interventions in therapeutic stroke trials. The PERFORM study is exploring the efficacy of terutroban versus aspirin for secondary prevention in patients with a history of ischemic stroke. We report on the design of an exploratory longitudinal MRI follow-up study that was performed in a subgroup of the PERFORM trial. An international multi-centre longitudinal follow-up MRI study was designed for different MR systems employing safety and efficacy readouts: new T2 lesions, new DWI lesions, whole brain volume change, hippocampal volume change, changes in tissue microstructure as depicted by mean diffusivity and fractional anisotropy, vessel patency on MR angiography, and the presence of and development of new microbleeds. A total of 1,056 patients (men and women ≥ 55 years) were included. The data analysis included 3D reformation, image registration of different contrasts, tissue segmentation, and automated lesion detection. This large international multi-centre study demonstrates how new MRI readouts can be used to provide key information on the evolution of cerebral tissue lesions and within the macrovasculature after atherothrombotic stroke in a large sample of patients.

Report of agreed upon procedure of the Medicaid demonstration project, entitled IowaCare, for the year ended June 30, 2011

Report of agreed upon procedure of the Medicaid demonstration project, entitled IowaCare, for the year ended June 30, 2011

Council Bluffs Interstate System Improvements Project Pottawattamie County, IA and Douglas County, Nebraska, July 19, 2005

The Iowa Department of Transportation (Iowa DOT), Nebraska Department of Roads (NDOR), and the Federal Highway Administration (FHWA) are proposing improvements to the interstate system in the Omaha/Council Bluffs metropolitan area, extending across the Missouri River on Interstate 80 (I-80) to east of the Interstate 480 (I-480) interchange in Omaha, Nebraska (see Figure 1-1). The study considers long-term, broad-base transportation improvements along Interstate I-29 (I-29), I-80, and I-480, including approximately 18 mainline miles of interstate and 14 interchanges (3 system1, 11 service), that would add capacity and correct functional issues along the mainline and interchanges and upgrade the I-80 Missouri River Crossing. These improvements, once implemented, would bring the segments of I-80 and I-29 up to current engineering standards and modernize the roadway to accommodate future traffic needs.

Council Bluffs Interstate System Improvements Project Pottawattamie County, IA and Douglas County, Nebraska, July 19, 2005

The Iowa Department of Transportation (Iowa DOT), Nebraska Department of Roads (NDOR), and the Federal Highway Administration (FHWA) are proposing improvements to the interstate system in the Omaha/Council Bluffs metropolitan area, extending across the Missouri River on Interstate 80 (I-80) to east of the Interstate 480 (I-480) interchange in Omaha, Nebraska (see Figure 1-1). The study considers long-term, broad-base transportation improvements along Interstate I-29 (I-29), I-80, and I-480, including approximately 18 mainline miles of interstate and 14 interchanges (3 system1, 11 service), that would add capacity and correct functional issues along the mainline and interchanges and upgrade the I-80 Missouri River Crossing. These improvements, once implemented, would bring the segments of I-80 and I-29 up to current engineering standards and modernize the roadway to accommodate future traffic needs.